I think that jumping from high-rise as a means of suicide was invented by the Chinese in the Han Dynasty or earlier, where pagoda towers were first invented and constructed. There was the Tower of Babel even earlier but there was no record of skydiving suicides from there. In modern days of course, high-rises are several folds or ten-folds higher than traditional pagoda towers.
Before the days of pagoda towers, Chinese suicidals jumped off cliffs. Some jumped off high castle walls in political protest.
Another traditional means of suicide is of course drowning in rivers or seas. This method was preferred by women and men of the academia, to put it crudely, non-martial or hard-labour trained and less brave.
Modern methods of grand exits include lying down a across railway track to await the oncoming train, or simply jumping at an oncoming train.